├── .dvc ├── .gitignore └── config ├── .dvcignore ├── .gitattributes ├── .gitignore ├── Dockerfile ├── LICENSE ├── README.md ├── UI ├── package-lock.json ├── package.json ├── public │ ├── data │ │ ├── BTC-daily-01s.csv │ │ ├── BTC-daily-1s.csv │ │ └── BTC-daily-1s.json │ ├── favicon-16x16.png │ ├── favicon-32x32.png │ ├── favicon.ico │ ├── favicon.png │ ├── index.html │ ├── logo192.png │ ├── logo512.png │ ├── manifest.json │ └── robots.txt └── src │ ├── AISelector.js │ ├── App.jsx │ ├── BitcoinGraph.js │ ├── Dashboard.js │ ├── DatasetConnect.js │ ├── PairSelect.js │ ├── Portfolio.js │ ├── PortfolioGraph.js │ ├── PortfolioMetrics.js │ ├── Project.js │ ├── ScrollToTopButton.js │ ├── Selector.js │ ├── Strategy.js │ ├── StrategyHistory.js │ ├── TradingViewChart copy.js │ ├── TradingViewChart.css │ ├── TradingViewChart.js │ ├── Tutorial.js │ ├── assets │ ├── Tutorial │ │ ├── default_strategy_section.png │ │ ├── empty_full_page.png │ │ ├── empty_portfolio.png │ │ ├── empty_strategy_history.png │ │ ├── empty_strategy_history_hovered.png │ │ ├── populated_bitcoin_graph.png │ │ ├── populated_full_page.png │ │ ├── populated_portfolio.png │ │ ├── populated_strategy_table.png │ │ ├── portfolio_dataset_connect_dropdown.png │ │ ├── project_highlighted.png │ │ └── strategy_select_dropdown.png │ └── images │ │ ├── Navbar_tradeai_logo_1.png │ │ ├── tradeai-logo-symbol.png │ │ ├── tradeai-logo-text.png │ │ └── tradeai_logo_symbol.png │ └── index.js ├── data ├── processed │ ├── 10-min-samples │ │ ├── sample-1-BTC.csv │ │ ├── sample-1-BTC.csv.dvc │ │ ├── sample-1-ETH.csv.dvc │ │ ├── sample-2-BTC.csv │ │ ├── sample-2-BTC.csv.dvc │ │ └── sample-2-ETH.csv.dvc │ ├── 20-min-samples │ │ ├── old-data-sample-2.csv.dvc │ │ └── old-data-sample.csv.dvc │ ├── 3-hour-sample │ │ ├── BTC-new.csv.dvc │ │ ├── BTC-test-new.csv.dvc │ │ ├── BTC-test.csv.dvc │ │ ├── BTC-train-new.csv.dvc │ │ ├── BTC-train.csv.dvc │ │ └── BTC.csv.dvc │ ├── orderbook-7-day │ │ ├── BTC-12-23-processed.csv.dvc │ │ ├── BTC-3-day.csv.dvc │ │ ├── BTC-7-day.csv.dvc │ │ ├── test │ │ │ ├── BTC-12-23-test.csv.dvc │ │ │ ├── BTC-3-day-test.csv.dvc │ │ │ └── BTC-7-day-test.csv.dvc │ │ └── train │ │ │ ├── BTC-12-23-train.csv.dvc │ │ │ ├── BTC-3-day-train.csv.dvc │ │ │ └── BTC-7-day-train.csv.dvc │ ├── orderbook │ │ ├── BTC-1s.csv.dvc │ │ └── ETH-1s.csv.dvc │ ├── test │ │ ├── processed-data-test-BTC-1-day.csv.dvc │ │ ├── processed-data-test-BTC-3-day.csv.dvc │ │ ├── processed-data-test-BTC-7-day.csv.dvc │ │ ├── processed-data-test-BTC.csv.dvc │ │ └── processed-data-test-ETH.csv.dvc │ └── train │ │ ├── processed-data-train-BTC-1-day.csv.dvc │ │ ├── processed-data-train-BTC-3-day.csv.dvc │ │ ├── processed-data-train-BTC-7-day.csv.dvc │ │ ├── processed-data-train-BTC.csv.dvc │ │ └── processed-data-train-ETH.csv.dvc └── raw │ ├── .gitignore │ └── orderbook │ ├── BTC-daily-orderbook.csv.dvc │ └── ETH-daily-orderbook.csv.dvc ├── docker-compose.yml ├── docs ├── documents │ └── Final_Report.pdf └── images │ ├── informer.png │ ├── pyraformer.png │ └── transformer.png ├── prediction_service ├── .gitattributes ├── __init__.py ├── app.py ├── data.py ├── drl_strategy.py ├── execution.py ├── portfolio.py ├── test_client.py ├── test_predictions.py ├── transformer_predictor.py ├── transformers │ ├── ETSFormer_layers.py │ ├── embeding.py │ ├── model_layers.py │ ├── models.py │ ├── self_attention_layers.py │ └── transformers_output_strat.ipynb └── transformers_support │ ├── __init__.py │ └── transformer_integration.py ├── requirements.txt ├── requirements_service.txt ├── run_in_azure.sh ├── run_locally.sh └── src ├── Evaluate_Transformers.ipynb ├── __init__.py ├── data ├── .gitkeep ├── __init__.py ├── make_dataset.py ├── orderbook_transform_script.ipynb ├── split_data.ipynb ├── transform_orderbook.py └── transformers │ ├── data_loader.py │ └── utils.py ├── experiments └── transformers │ ├── train_pred.py │ ├── train_pred_utils.py │ └── transformer_integration.py ├── features ├── .gitkeep ├── __init__.py └── build_features.py ├── models ├── .gitkeep ├── NotWorking │ └── FailedLSTM.ipynb ├── __init__.py ├── train_and_evaluate_mlflow_template.py └── transformers │ ├── embeding.py │ ├── model_layers.py │ ├── models.py │ └── self_attention_layers.py ├── train_transformers.ipynb ├── transformers_output.ipynb └── visualization ├── .gitkeep ├── __init__.py ├── raw_lob_data_helper.py ├── view_lob_data.ipynb ├── view_lob_data_helper.py └── visualize.py /.dvc/.gitignore: -------------------------------------------------------------------------------- 1 | /config.local 2 | /tmp 3 | /cache 4 | -------------------------------------------------------------------------------- /.dvc/config: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AndrzejMiskow/TradeAI-Advancing-Algorithmic-Trading-Systems-with-Time-Series-Transformer-for-Cryptocurrency-Data/HEAD/.dvc/config 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